Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -580.09 | Gross profit | 234.53 | Gross loss | -814.62 |
Profit factor | 0.29 | Expected payoff | -21.48 | ||
Absolute drawdown | 714.74 | Maximal drawdown | 714.74 (7.15%) | Relative drawdown | 7.15% (714.74) |
Total trades | 27 | Short positions (won %) | 9 (11.11%) | Long positions (won %) | 18 (22.22%) |
Profit trades (% of total) | 5 (18.52%) | Loss trades (% of total) | 22 (81.48%) | ||
Largest | profit trade | 128.13 | loss trade | -205.85 | |
Average | profit trade | 46.91 | loss trade | -37.03 | |
Maximum | consecutive wins (profit in money) | 2 (162.15) | consecutive losses (loss in money) | 16 (-536.34) | |
Maximal | consecutive profit (count of wins) | 162.15 (2) | consecutive loss (count of losses) | -536.34 (16) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 02:00 | buy | 1 | 0.20 | 1.00582 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 05:00 | close | 1 | 0.20 | 1.00411 | 0.00000 | 0.00000 | -34.06 | 9965.94 |
3 | 2009.12.01 07:00 | buy | 2 | 0.20 | 1.00628 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 08:00 | close | 2 | 0.20 | 1.00395 | 0.00000 | 0.00000 | -46.42 | 9919.52 |
5 | 2009.12.02 10:00 | sell | 3 | 0.10 | 0.99875 | 0.00000 | 0.00000 | ||
6 | 2009.12.02 13:00 | close | 3 | 0.10 | 1.00029 | 0.00000 | 0.00000 | -15.40 | 9904.12 |
7 | 2009.12.02 14:00 | sell | 4 | 0.10 | 0.99883 | 0.00000 | 0.00000 | ||
8 | 2009.12.02 15:00 | close | 4 | 0.10 | 1.00075 | 0.00000 | 0.00000 | -19.19 | 9884.93 |
9 | 2009.12.03 02:00 | sell | 5 | 0.10 | 0.99953 | 0.00000 | 0.00000 | ||
10 | 2009.12.04 10:00 | close | 5 | 0.10 | 1.00130 | 0.00000 | 0.00000 | -17.75 | 9867.18 |
11 | 2009.12.04 11:00 | sell | 6 | 0.10 | 0.99952 | 0.00000 | 0.00000 | ||
12 | 2009.12.07 21:00 | close | 6 | 0.10 | 1.02052 | 0.00000 | 0.00000 | -205.85 | 9661.33 |
13 | 2009.12.07 23:00 | sell | 7 | 0.10 | 1.01952 | 0.00000 | 0.00000 | ||
14 | 2009.12.08 09:00 | close | 7 | 0.10 | 1.02210 | 0.00000 | 0.00000 | -25.31 | 9636.02 |
15 | 2009.12.08 11:00 | sell | 8 | 0.10 | 1.01766 | 0.00000 | 0.00000 | ||
16 | 2009.12.08 12:00 | close | 8 | 0.10 | 1.01987 | 0.00000 | 0.00000 | -21.67 | 9614.35 |
17 | 2009.12.09 06:00 | buy | 9 | 0.10 | 1.02712 | 0.00000 | 0.00000 | ||
18 | 2009.12.09 09:00 | close | 9 | 0.10 | 1.02634 | 0.00000 | 0.00000 | -7.60 | 9606.75 |
19 | 2009.12.09 16:00 | buy | 10 | 0.10 | 1.02814 | 0.00000 | 0.00000 | ||
20 | 2009.12.09 17:00 | close | 10 | 0.10 | 1.02476 | 0.00000 | 0.00000 | -32.98 | 9573.77 |
21 | 2009.12.09 18:00 | buy | 11 | 0.10 | 1.02734 | 0.00000 | 0.00000 | ||
22 | 2009.12.10 02:00 | close | 11 | 0.10 | 1.02578 | 0.00000 | 0.00000 | -15.06 | 9558.71 |
23 | 2009.12.10 03:00 | buy | 12 | 0.10 | 1.02720 | 0.00000 | 0.00000 | ||
24 | 2009.12.10 10:00 | close | 12 | 0.10 | 1.02662 | 0.00000 | 0.00000 | -5.65 | 9553.06 |
25 | 2009.12.10 11:00 | buy | 13 | 0.10 | 1.02824 | 0.00000 | 0.00000 | ||
26 | 2009.12.10 12:00 | close | 13 | 0.10 | 1.02507 | 0.00000 | 0.00000 | -30.92 | 9522.14 |
27 | 2009.12.10 18:00 | buy | 14 | 0.10 | 1.02813 | 0.00000 | 0.00000 | ||
28 | 2009.12.10 22:00 | close | 14 | 0.10 | 1.02601 | 0.00000 | 0.00000 | -20.66 | 9501.48 |
29 | 2009.12.11 03:00 | buy | 15 | 0.10 | 1.02753 | 0.00000 | 0.00000 | ||
30 | 2009.12.11 07:00 | close | 15 | 0.10 | 1.02557 | 0.00000 | 0.00000 | -19.11 | 9482.37 |
31 | 2009.12.11 08:00 | buy | 16 | 0.10 | 1.02787 | 0.00000 | 0.00000 | ||
32 | 2009.12.11 10:00 | close | 16 | 0.10 | 1.02595 | 0.00000 | 0.00000 | -18.71 | 9463.66 |
33 | 2009.12.11 15:00 | buy | 17 | 0.10 | 1.02984 | 0.00000 | 0.00000 | ||
34 | 2009.12.14 13:00 | close | 17 | 0.10 | 1.03335 | 0.00000 | 0.00000 | 34.02 | 9497.68 |
35 | 2009.12.15 04:00 | buy | 18 | 0.20 | 1.03371 | 0.00000 | 0.00000 | ||
36 | 2009.12.16 03:00 | close | 18 | 0.20 | 1.04037 | 0.00000 | 0.00000 | 128.13 | 9625.81 |
37 | 2009.12.16 05:00 | buy | 19 | 0.20 | 1.04285 | 0.00000 | 0.00000 | ||
38 | 2009.12.16 08:00 | close | 19 | 0.20 | 1.03995 | 0.00000 | 0.00000 | -55.77 | 9570.04 |
39 | 2009.12.16 09:00 | buy | 20 | 0.20 | 1.04312 | 0.00000 | 0.00000 | ||
40 | 2009.12.16 10:00 | close | 20 | 0.20 | 1.03986 | 0.00000 | 0.00000 | -62.70 | 9507.34 |
41 | 2009.12.17 00:00 | buy | 21 | 0.10 | 1.03982 | 0.00000 | 0.00000 | ||
42 | 2009.12.17 20:00 | close | 21 | 0.10 | 1.04651 | 0.00000 | 0.00000 | 63.93 | 9571.27 |
43 | 2009.12.21 10:00 | buy | 22 | 0.20 | 1.04747 | 0.00000 | 0.00000 | ||
44 | 2009.12.22 10:00 | close | 22 | 0.20 | 1.04473 | 0.00000 | 0.00000 | -52.35 | 9518.92 |
45 | 2009.12.22 11:00 | buy | 23 | 0.20 | 1.04738 | 0.00000 | 0.00000 | ||
46 | 2009.12.23 03:00 | close | 23 | 0.20 | 1.04759 | 0.00000 | 0.00000 | 4.11 | 9523.03 |
47 | 2009.12.23 04:00 | buy | 24 | 0.20 | 1.05006 | 0.00000 | 0.00000 | ||
48 | 2009.12.23 11:00 | close | 24 | 0.20 | 1.04804 | 0.00000 | 0.00000 | -38.55 | 9484.48 |
49 | 2009.12.24 08:00 | sell | 25 | 0.20 | 1.03821 | 0.00000 | 0.00000 | ||
50 | 2009.12.28 06:00 | close | 25 | 0.20 | 1.03797 | 0.00000 | 0.00000 | 4.34 | 9488.82 |
51 | 2009.12.28 07:00 | sell | 26 | 0.20 | 1.03532 | 0.00000 | 0.00000 | ||
52 | 2009.12.28 09:00 | close | 26 | 0.20 | 1.03824 | 0.00000 | 0.00000 | -56.25 | 9432.57 |
53 | 2009.12.28 10:00 | sell | 27 | 0.20 | 1.03563 | 0.00000 | 0.00000 | ||
54 | 2009.12.31 18:57 | close at stop | 27 | 0.20 | 1.03625 | 0.00000 | 0.00000 | -12.66 | 9419.91 |